Optimal investment in a Lévy market (Q2494467): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment in a Lévy market |
scientific article |
Statements
Optimal investment in a Lévy market (English)
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28 June 2006
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Portfolio optimization
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Levy processes
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martingale measures
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replicating portfolios
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incomplete markets
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HARA utility
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